That is a truly surprising finding. Like I said, that is most certainly frustrating, and something I've never had happen to me, in multiple vehicles no less.
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I just checked my Ultragauge on my 2014 SCREW
The display goes off, when the engine shutdown and the display comes on when I start the engine. All is working fine.
My settings:
Power Detect On Mode = 2
Power Detect Off mode = 0
I know the ultragauge uses a small amount of the battery when left in the OBD port. But it shouldn't drain your battery.